Effects of jump-diffusion models for the house price dynamics in the pricing of fixed-rate mortgages, insurance and coinsurance (Q1732239)
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scientific article; zbMATH DE number 7040935
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| English | Effects of jump-diffusion models for the house price dynamics in the pricing of fixed-rate mortgages, insurance and coinsurance |
scientific article; zbMATH DE number 7040935 |
Statements
Effects of jump-diffusion models for the house price dynamics in the pricing of fixed-rate mortgages, insurance and coinsurance (English)
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22 March 2019
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fixed-rate mortgages
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jump-diffusion models
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option pricing
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complementarity problem
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numerical methods
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augmented Lagrangian active set formulation
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0.7979259490966797
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0.7791256904602051
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0.7563763856887817
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0.7558771967887878
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0.7450668811798096
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